关于线性不等式组的ABS-SG算法  

An ABS-SG Algorithm of a Group of Linear Inequalities

作　　者：董玉林[1] 庞丽萍[1] 夏尊铨[1] 

机构地区：[1]大连理工大学应用数学系,辽宁大连116024

出　　处：《辽宁师范大学学报（自然科学版）》2004年第1期15-17,共3页Journal of Liaoning Normal University:Natural Science Edition

摘　　要：给出一种求解线性不等式方程组的ABS-SG方法.首先由ABS算法求解线性方程组的通解,将不等式组转化为非光滑最优化问题,然后用次梯度方法求解优化问题,最后给出算法的收敛性证明.A kind of ABS-SG method is proposed to solve a group of linear inequalities in this paper. At first, We obtain general solution of linear equations by ABS algorithm, and transfer a group of inequalities into the nonsmooth optimization problem, then solve the optimization problem by means of the subdifferentiation. At last, the convergence of the algorithm is proved.

关 键 词：线性不等式组 ABS-SG算法 非光滑最优化 次梯度方法 

分 类 号：O221[理学—运筹学与控制论]